Hotel Axa, on Na Prikope around the corner from Namestie Republiky, down in the basement. Swimming pool for laps, common coed sauna, dipping pool and steam room. Just around the corner, there is also a YMCA with a nice modern gym workout facility, and they supposedly have a coed sauna (which is quite normal in Central Eruope), but I never checked the sauna out. I would guess that virtually every nice hotel that has a gym has a coed sauna in Prague.